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Cross Asset Analysis

Cross Asset Analysis


A tier 1 investment bank had a requirement to specify a methodology for implementing and managing its product taxonomy. The project covered all asset classes (equities, rates, credit, FX and commodities) and was borne out of sell-side flexibility for exotic derivatives and a lack of controls around the booking of such bespoke instruments.

CubeMatch Deliverables

  • Credit Risk, Market Risk, Finance, Model certification and Quants
  • Regulatory requirements
  • Tightening of internal control procedures and processes

CubeMatch Approach

  • Current state analysis for 12 Risk systems
  • Trade flow analysis
  • Building business rule pilots as proof of concept
  • Gathering business requirements
  • Specifying the Target Operating Model
  • Defining architecture and functional specification for Product classification service
  • Developing risk system interfaces and onboarding functional areas

Benefits Delivered

  • Regulatory requirements matched
  • Ability to model risks
  • Model Performance Monitoring
  • Trading restrictions lifted on products that are classified and modeled accurately